References

ANNOTATIONS OF TWO EXAMPLES ABOUT MARKOV PROCESS


[1] Zikun Wang, The General Theory of Stochastic Process, Beijing Normal University Press, Beijing, 1996 (in Chinese).

[2] Shijian Yan, The Foundation of Probability, Science Press, Beijing, 1982 (in Chinese).

[3] Bauer Heinz, Probability Theory and Elements of Measure Theory, Second English Edition, Academic Press, London, 1981.

[4] J. L. Doob, Stochastic Processes, Wiley, New-York, 1953.

[5] B. Ash Robert and A. Doléans-Dade Catherine, Probability & Measurable Theory, (print in China), Post & Telecom Press, Beijing, 2007.

[6] Iosif II’ich Gikhman (translater Samuel Kotz), The Theory of Stochastic Process (II), Springer-Verlag, Berlin, Heidelberg, New York, Tokyo, 2004.

[7] E. B. Dynkin, Markov Processes, Springer-Verlag, 1965.

[8] Mingpin Qian and Guanglu Gong, The Theory Stochastic Processes, Peking University Press, Beijing, 1997 (in Chinese).

[9] Daniel Ray, Stationary Markov processes with continuous paths, Trans. Amer. Math. Soc. 82 (1956), 452-493.

[10] A. Mukherjera and K. Pothoven, Real and Functional Analysis, Plenum Press, New York and London.

[11] Tang Rong and Yonghui Huang, The research on the strong Markov property, Annales Universitatis Paedagogicae Cracoviensis Studia Mathematica 10 (2011), 35-65. ( http://studmath.up.krakow.pl)